MSG Control Unit/Code 19

'95 E420. The check engine light is on and it runs very rough. I replaced the both the wiring harness and cap and rotors. Nothing changed.

So I took to the dealer and they pulled a code 19 and advised replacing engine control unit part number 0215457032 - they want $2500 for the part.

If I replace the part I would like to do it myself. However I dn't know where it is located and would appreciate any insight into where physically, as well as any futher suggestions or advice on how to proceed.

TIA! - David